Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
17.08.2018 | 110.17% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'369 | 8'000 | 77.89% | 96.05% |
16.08.2018 | 47.71% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 6'495 | 10'495 | 96.40% | 96.40% |
15.08.2018 | 48.04% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 6'972 | 10'972 | 99.79% | 99.79% |
14.08.2018 | 28.78% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 12'175 | 16'175 | 100.00% | 100.00% |
13.08.2018 | 24.45% | 0.04 | 0.05 | 320'000 | 320'000 | 320'000 | 320'000 | 11'568 | 14'768 | 100.00% | 100.00% |
10.08.2018 | 15.64% | 0.06 | 0.07 | 230'000 | 230'000 | 230'000 | 230'000 | 13'775 | 16'075 | 75.24% | 75.24% |
09.08.2018 | 8.80% | 0.11 | 0.12 | 230'000 | 230'000 | 230'000 | 230'000 | 25'043 | 27'343 | 100.00% | 100.00% |
08.08.2018 | 8.59% | 0.12 | 0.13 | 230'000 | 230'000 | 230'000 | 230'000 | 25'694 | 27'994 | 99.95% | 99.95% |
07.08.2018 | 8.00% | 0.13 | 0.14 | 250'000 | 250'000 | 250'000 | 250'000 | 30'044 | 32'544 | 100.00% | 100.00% |